Anic Equity¶

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Total return since start: 0.564 %¶

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Equity now: -----------------------------> 47774.96 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46380.0 Kr¶

PnL: ---------------------------------------> -508.57 Kr¶

DD now: ---------------------------------> -1.758 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 17:05:53.307953'

Anic Portfolio¶

Today¶

Return: -0.435 %¶

This Week¶

Return: -0.288 %¶

Total¶

Return: 56.403 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.990000 2810.500000 174.500000 6.620000 2636.000010
Beijer Electronics Group 26 -2.430000 3130.400000 159.400000 5.370000 2971.000006
AcadeMedia 12 0.400000 604.800000 47.800000 8.580000 557.000004
Corem Property Group B 59 -1.580000 623.040000 46.040000 7.980000 576.999999
Boozt 12 0.360000 1694.400000 40.400000 2.440000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -0.550000 394.800000 39.800000 11.210000 355.000000
MedCap 2 -1.510000 458.000000 37.000000 8.790000 421.000000
HMS Networks 2 -1.170000 708.800000 35.800000 5.320000 673.000000
Resurs Holding 22 0.840000 608.740000 34.740000 6.050000 573.999998
SAAB B 8 0.190000 3409.600000 32.600000 0.970000 3377.000000
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 0.060000 565.120000 22.120000 4.070000 543.000000
Intrum 4 -0.110000 545.800000 18.800000 3.570000 527.000000
Securitas B 6 1.470000 588.480000 18.480000 3.240000 570.000000
Swedbank A 3 2.080000 580.350000 16.350000 2.900000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 575.400000 13.400000 2.380000 562.000005
OEM International B 7 -0.770000 540.400000 12.400000 2.350000 527.999997
Coor Service Management Hold. 8 -0.800000 542.400000 10.400000 1.950000 532.000000
Nordea Bank Abp 29 0.490000 3460.860000 6.860000 0.200000 3453.999992
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.580000 250.320000 4.320000 1.760000 246.000000
Handelsbanken A 5 0.230000 547.250000 1.250000 0.230000 546.000000
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.110000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -0.670000 559.400000 -14.600000 -2.540000 574.000000
CTEK 13 -3.340000 518.700000 -15.300000 -2.870000 533.999999
Essity A 4 -1.060000 1120.000000 -29.000000 -2.520000 1149.000000
Sampo Oyj SDB 7 -0.730000 3815.000000 -35.000000 -0.910000 3850.000000
International Petroleum Corp. 5 -2.870000 558.500000 -36.070000 -6.070000 594.565215
Vivesto 1368 1.290000 558.690000 -54.310000 -8.860000 612.999432
Axfood 13 -1.560000 3603.600000 -152.400000 -4.060000 3756.000001
OX2 18 0.000000 1440.000000 -224.000000 -13.460000 1663.999992
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
Ovzon 52 -2.140000 2849.600000 -512.400000 -15.240000 3361.999992
TOTAL 46380.000000 -508.570000 -1.75803% 46888.564618

Updated:¶

'2023-01-24 17:06:06.026692'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶